REVIEW 3 cited by
Adaptive Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Signed reviews
read the original abstract
The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is highly sensitive to this choice. We introduce new adaptive PDHG schemes that automatically tune the stepsize parameters for fast convergence without user inputs. We prove rigorous convergence results for our methods, and identify the conditions required for convergence. We also develop practical implementations of adaptive schemes that formally satisfy the convergence requirements. Numerical experiments show that adaptive PDHG methods have advantages over non-adaptive implementations in terms of both efficiency and simplicity for the user.
Forward citations
Cited by 3 Pith papers
-
Adversarial Water-Filling: Theory, Algorithms and Foundation Model
Adversarial Water-Filling formulates competitive spectrum sharing as a constrained minimax problem and introduces a permutation-invariant GNN foundation model that approximates its stationary solutions with local line...
-
Dynamical Optimal Transport with $\mathfrak{so}(d)$-Invariance: From Theory to Computation
A modified Benamou–Brenier action with Euclidean invariance equals the static Procrustes–Wasserstein distance, and for Gaussians this distance is the distance between square-root spectra.
-
New Primal-Dual Algorithm for Convex Problems
A new primal-dual algorithm with memory-based proximal centers attains O(1/N) ergodic convergence, but its claimed O(1/N^2) accelerated rate rests on a square-root error.
Discussion (0). Continue with ORCID to comment.